+391.4%
EAT vs ALC
+32.2%
+359.3%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.7% | -1.6% |
| 7D | -3.9% | +2.1% | -6.0% | -5.1% |
| 30D | +5.0% | +17.2% | -12.2% | -5.5% |
| 3M | -9.6% | +4.6% | -14.3% | -12.8% |
| 6M | +46.8% | +20.1% | +26.7% | +28.3% |
| YTD | +41.8% | -4.2% | +46.0% | +41.8% |
| 1Y | +98.3% | +2.1% | +96.2% | +88.9% |
| 3Y | +503.1% | +4.5% | +498.6% | +419.2% |
| 5Y | +356.7% | -12.3% | +369.0% | +346.5% |
| All | +391.4% | +32.2% | +359.3% | +180.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ALC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling